AN ADAPTIVE STEP-DOWN PROCEDURE WITH PROVEN FDR CONTROL UNDER INDEPENDENCE

• 成果类型: Article
• 署名作者: Gavrilov, Yulia; Benjamini, Yoav; Sarkar, Sanat K.
• 署名单位: Tel Aviv University; Pennsylvania Commonwealth System of Higher Education (PCSHE); Temple University
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/07-AOS586
• 发表日期: 2009
• 页码: 619-629
• 关键词: false discovery rate

摘要

In this work we study an adaptive step-down procedure for testing m hypotheses. It stems from the repeated use of the false discovery rate controlling the linear step-up procedure (sometimes called BH), and makes use of the critical constants iq/[(m + 1 - i (1 - q)], i = 1,..., m. Motivated by its success as a model selection procedure, as well as by its asymptotic optimality, we are interested in its false discovery rate (FDR) controlling properties for a finite number of hypotheses. We prove this step-down procedure controls the FDR at level q for independent test statistics. We then numerically compare it with two other procedures with proven FDR control under independence, both in terms of power under independence and FDR control under positive dependence.